Strategy DayOpen Straddle for DAX

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    jmf125
    Participant
    Senior

    I like to rerun from time to time old strategies that were showing great equity curve in past years, and see what we would get now.

    Running any of the Dayopen Straddle for DAX strategies are now showing very poor results.

    I guess it just shows that no strategies are forever, or that the strategies at the time were more curve fitting than real strategies.

    #158342 quote
    Monobrow
    Participant
    Senior

    Curve-fitting is not great and clearly we’d all love the holy grail of an algo hitting 100% win with 1 indicator…. but I wouldn’t rule something out just because it requires regular (weekly, monhtly, quarterly) optimisation. Sure, if you keep running something blind it will fail but that doesn’t mean its not viable at all.

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Strategy DayOpen Straddle for DAX


ProOrder: Automated Strategies & Backtesting

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Paul @micky75d Participant
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This topic contains 241 replies,
has 39 voices, and was last updated by Monobrow
5 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/04/2018
Status: Active
Attachments: 100 files
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